[R] estimators based on Truncated likelihood

Dear Sir/Madam, May I know if there is any function that estimates the ARCH or GARCH models based on truncated likelihood? Thanks, Helen __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting gui

[R] estimators based on Truncated likelihood

Dear Sir/Madam, May I know if there is any function that estimates the ARCH or GARCH models based on truncated likelihood? Thanks, Helen __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting gu